#ifndef KALMAN_H
#define KALMAN_H


class Kalman
{
public:
    Kalman();
    double kalman(double);
private:

    double x;  /* state */
    double A;  /* x(n)=A*x(n-1)+u(n),u(n)~N(0,q) */
    double H;  /* z(n)=H*x(n)+w(n),w(n)~N(0,r)   */
    double q;  /* process(predict) noise convariance */
    double r;  /* measure noise convariance */
    double p;  /* estimated error convariance */
    double gain;
};

#endif // KALMAN_H
